I always finish with drywall, to me there is no comparison between the two (OSB and drywall).
Drywall joints can be finished smooth and have a seamless finish. OSB tends to flake over time, typically it is not designed to remain exposed even on an internal application.
As you mention it is a workshop I'd be concerned about dust collection on the rough finish of OSB and the fire hazard associated with exposed wood in a garage situation.
At about the same cost/sheet and a little extra time in joint finishing drywall makes for a better finish.
You might also want to check your local building codes, many areas won't allow combustible materials to be use for sheeting inside a garage, I know you say your using it for a workshop but building departments/inspectors look at what the building "can or is" designed for. They are looking at future owners of the property who may not know.